Modeler

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Green Key Resources
  • 06 Nov 17 2017-11-06

Job Description:

Development of challenger models and methodologies

Independent data collection, statistical analysis and testing

Interact with auditors as subject matter expert for assigned models

Development of subject-matter on model validation and training of team members

Guarantee regulatory compliance            

Adapt policies into procedures and templates for model risk validation

Grow internal and external relationships when communicating model validation aspects across all levels

Qualifications:

Graduate degree in mathematics, statistics, physics, econometrics or engineering is a requirement

Professional experience in quantitative model development or validation is a requirement

Job description:

Development of challenger models and methodologies

Independent data collection, statistical analysis and testing

Interact with auditors as subject matter expert for assigned models

Development of subject-matter on model validation and training of team members

Guarantee regulatory compliance            

Adapt policies into procedures and templates for model risk validation

Grow internal and external relationships when communicating model validation aspects across all levels

Qualifications:

Graduate degree in mathematics, statistics, physics, econometrics or engineering is a requirement

Professional experience in quantitative model development or validation is a requirement

 

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